PRODUCT INFORMATIONThere are two applications in this section, one for calculating theoretical futures price and implying convinience yield from futures price, and the other for calculating the optimal number of hedging futures contracts. The descriptions in this section are brief. Click on the respective application link button to get to the application site, then click on the valuation procedure link for more details.
Theoretical futures price and implied convinience yield. This application calculates the theoretical futures price and uses iteration to imply convinience yield from futures price.
Optimal number of hedging futures contracts. This application calculates the optimal number of hedging futures contracts.
